PSOPX vs. VWCE.DE
Compare and contrast key facts about JPMorgan Small Cap Value Fund (PSOPX) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).
PSOPX is managed by JPMorgan Chase. It was launched on Jan 27, 1995. VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PSOPX or VWCE.DE.
Correlation
The correlation between PSOPX and VWCE.DE is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PSOPX vs. VWCE.DE - Performance Comparison
Key characteristics
PSOPX:
0.35
VWCE.DE:
2.14
PSOPX:
0.64
VWCE.DE:
2.91
PSOPX:
1.08
VWCE.DE:
1.42
PSOPX:
0.27
VWCE.DE:
2.94
PSOPX:
1.21
VWCE.DE:
13.80
PSOPX:
6.05%
VWCE.DE:
1.72%
PSOPX:
20.57%
VWCE.DE:
11.16%
PSOPX:
-68.93%
VWCE.DE:
-33.43%
PSOPX:
-20.90%
VWCE.DE:
-0.29%
Returns By Period
In the year-to-date period, PSOPX achieves a 3.10% return, which is significantly lower than VWCE.DE's 4.46% return.
PSOPX
3.10%
0.35%
0.38%
6.05%
3.38%
1.02%
VWCE.DE
4.46%
1.56%
14.35%
22.59%
11.32%
N/A
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PSOPX vs. VWCE.DE - Expense Ratio Comparison
PSOPX has a 0.94% expense ratio, which is higher than VWCE.DE's 0.22% expense ratio.
Risk-Adjusted Performance
PSOPX vs. VWCE.DE — Risk-Adjusted Performance Rank
PSOPX
VWCE.DE
PSOPX vs. VWCE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Small Cap Value Fund (PSOPX) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
PSOPX vs. VWCE.DE - Dividend Comparison
PSOPX's dividend yield for the trailing twelve months is around 0.93%, while VWCE.DE has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSOPX JPMorgan Small Cap Value Fund | 0.93% | 0.96% | 1.46% | 1.10% | 0.50% | 0.74% | 1.17% | 1.12% | 0.70% | 0.67% | 1.11% | 0.64% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PSOPX vs. VWCE.DE - Drawdown Comparison
The maximum PSOPX drawdown since its inception was -68.93%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for PSOPX and VWCE.DE. For additional features, visit the drawdowns tool.
Volatility
PSOPX vs. VWCE.DE - Volatility Comparison
JPMorgan Small Cap Value Fund (PSOPX) has a higher volatility of 3.92% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 2.79%. This indicates that PSOPX's price experiences larger fluctuations and is considered to be riskier than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.